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Multi-Moment Asset Allocation and Pricing Models

Multi-Moment Asset Allocation and Pricing Models - Wiley Finance Series

Hardback (22 Sep 2006)

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Publisher's Synopsis

Multi-moment asset pricing allows risk and prices of risk to vary through time enabling the accurate valuation of long-lived assets. This book covers the developments in this area. It includes topics such as: four-moment individual risk preferences, mathematics of the multi-moment efficient frontier, coherent asymmetric risks measures, and more.

Book information

ISBN: 9780470034156
Publisher: John Wiley & Sons, Inc.
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 332.6015195
DEWEY edition: 22
Language: English
Number of pages: 233
Weight: 662g
Height: 250mm
Width: 175mm
Spine width: 21mm